Geodesics and curvature of the quotient-affine metrics on full-rank correlation matrices

DOI10.1007/978-3-030-80209-7_11OpenAlexW3178795096MaRDI QIDQ2117832FDOQ2117832

Xavier Pennec, Yann Thanwerdas

Publication date: 22 March 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-80209-7_11

zbMATH Keywords

Riemannian geometrycorrelation matricesquotient manifoldSPD matricesquotient-affine metric

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Special matrices (15Bxx)

Cites Work

• Simplicial faces of the set of correlation matrices
• Riemannian geometry
• The fundamental equations of a submersion
• Title not available (Why is that?)
• Title not available (Why is that?)
• Symplectic Geometry
• A Riemannian structure for correlation matrices
• Clustering in Hilbert’s Projective Geometry: The Case Studies of the Probability Simplex and the Elliptope of Correlation Matrices

Cited In (8)

• Bures–Wasserstein Minimizing Geodesics between Covariance Matrices of Different Ranks
• Characterization of invariant inner products
• Geodesic of the Quotient-Affine Metrics on Full-Rank Correlation Matrices
• Theoretically and Computationally Convenient Geometries on Full-Rank Correlation Matrices
• Permutation-invariant log-Euclidean geometries on full-rank correlation matrices
• Introduction to Riemannian Geometry and Geometric Statistics: From Basic Theory to Implementation with Geomstats
• Anomaly detection of time series correlations via a novel Lie group structure
• Bures-Wasserstein geometry for positive-definite Hermitian matrices and their trace-one subset

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